-2.4%
AAOI vs MS
+37.9%
-40.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.7% |
| 7D | +4.7% | +1.7% | +3.0% | +2.0% |
| 30D | -18.7% | 0.0% | -18.7% | -19.2% |
| 3M | -33.7% | +3.0% | -36.7% | -35.2% |
| 6M | -2.4% | +35.7% | -38.1% | -29.7% |
| All | -2.4% | +37.9% | -40.3% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling